IGF Options History — February 2021 In February 2021, IGF traded between $43.24 and $44.64. ATM implied volatility averaged 25.2%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 8.0% (HV 20d: 17.2%). Max pain ranged from $45.00 to $47.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-02-26 : Highest Volume — 110 contracts2021-02-25 : Largest IV spike — 51.3% change2021-02-01 : Highest IV Rank — 20.5%2021-02-01 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $43.98 $43.24 $44.64 $43.26 $43.24 Max Pain $46.20 $45.00 $47.00 $47.00 $45.00 ATM IV 25.2% 19.8% 45.1% 45.1% 24.8% Expected Move 6.9% 5.5% 12.9% 12.9% 7.1% HV 20d 17.2% 15.3% 18.5% 17.9% 15.3% HV 60d 16.2% 15.0% 19.4% 19.3% 15.3% IV Rank 6.5% 2.7% 20.5% 20.5% 5.5% IV Percentile 13.2% 2.8% 65.1% 65.1% 11.5% Term Structure -3.6% -12.7% 0.6% -12.0% -4.3% VWIV 19.8% 19.8% 19.8% 19.8% 19.8% Skew 25d 6.9% -0.4% 34.7% 27.3% 7.7% Skew 10d 14.5% 3.6% 37.4% 32.1% 8.6% Call IV 25d 22.2% 18.4% 28.2% 27.8% 20.9% Put IV 25d 29.1% 20.0% 55.2% 55.2% 28.6% Bid-Ask Spread % 162.32 142.03 187.68 185.48 155.83 Gamma HHI 0.25 0.21 0.28 0.25 0.22 Net GEX 10.8K 8.3K 13.1K 9.9K 10.9K Net DEX -109.6K -138.5K -89.9K -98.8K -106.1K Net VEX -625 -834 -544 -578 -740 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 8.053 0 110 2 110 Total OI 78.368 61 86 78 82
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2021-02-01 $43.26 $47.00 45.1% 12.9% 17.9% 20.5% 0.0% 27.3% -12.0% 9.9K -98.8K -578 0.00 185.48 2 0 78 0 2021-02-02 $43.87 $47.00 43.0% 12.3% 18.5% 19.3% 0.0% 34.7% -10.4% 9.8K -123.4K -658 0.00 187.68 3 0 80 0 2021-02-03 $44.02 $47.00 22.5% 6.5% 18.3% 8.2% 0.0% 3.0% -5.0% 10.5K -97.5K -593 0.00 157.29 0 0 80 0 2021-02-04 $43.96 $0.00 21.1% 7.5% 17.3% 7.4% 0.0% 3.4% -3.2% 10.7K -108.6K -618 0.00 160.07 0 0 80 0 2021-02-05 $44.35 $0.00 26.3% 5.7% 17.6% 6.4% 0.0% 2.9% -0.2% 12.3K -118.4K -634 0.00 153.41 0 0 80 0 2021-02-08 $44.53 $0.00 28.1% 5.5% 17.6% 7.4% 0.0% -0.4% -4.6% 13.1K -120.7K -625 0.00 161.43 0 0 80 0 2021-02-09 $44.26 $0.00 28.6% 5.7% 17.5% 7.7% 0.0% 2.7% 0.0% 12.0K -115.1K -610 0.00 160.80 0 0 80 0 2021-02-10 $44.26 $0.00 20.3% 5.8% 17.5% 2.9% 0.0% 3.3% -0.6% 12.3K -113.7K -605 0.00 160.23 0 0 80 0 2021-02-11 $44.24 $0.00 20.6% 5.9% 17.4% 3.1% 0.0% 2.6% -0.1% 12.3K -112.6K -601 0.00 160.63 0 0 80 0 2021-02-12 $44.06 $0.00 20.0% 5.7% 17.2% 2.8% 0.0% 2.9% 0.6% 11.5K -104.6K -578 0.00 161.46 0 0 80 0 2021-02-16 $44.05 $0.00 20.8% 6.0% 16.9% 3.2% 0.0% 2.5% -0.1% 11.7K -106.1K -567 0.00 163.48 1 0 80 0 2021-02-17 $43.92 $0.00 20.6% 5.9% 16.9% 3.1% 0.0% 2.3% -0.3% 11.5K -96.6K -544 0.00 159.90 0 0 80 0 2021-02-18 $43.64 $0.00 20.2% 5.8% 16.8% 2.9% 0.0% 0.8% -3.6% 8.7K -102.6K -557 0.00 162.53 6 0 80 0 2021-02-19 $43.55 $0.00 21.1% 6.1% 16.6% 3.4% 0.0% 3.5% -2.5% 8.3K -89.9K -562 0.00 162.04 0 0 86 0 2021-02-22 $43.68 $0.00 22.6% 6.5% 16.4% 4.3% 0.0% 2.3% -3.2% 8.4K -94.0K -572 0.00 164.00 0 0 61 0 2021-02-23 $44.40 $0.00 22.9% 6.6% 17.4% 4.4% 0.0% 6.1% -3.5% 9.1K -108.5K -598 0.00 159.02 19 0 61 0 2021-02-24 $44.64 $0.00 19.8% 5.7% 17.5% 2.7% 19.8% 7.1% -2.6% 12.0K -138.5K -834 0.00 142.03 12 0 79 0 2021-02-25 $43.74 $45.00 29.9% 8.6% 15.9% 8.4% 0.0% 15.7% -12.7% 10.8K -127.2K -806 0.00 166.76 0 0 82 0 2021-02-26 $43.24 $45.00 24.8% 7.1% 15.3% 5.5% 0.0% 7.7% -4.3% 10.9K -106.1K -740 0.00 155.83 110 0 82 0
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